This particular widget is one I love to see in blogs. I think it can look really sleek and clean on a blog. Mine lies at the bottom of my sidebar. There are tons of alterations you can make to produce an original widget, perfect for your layout and style!
This particular demo uses Snap Widget. To get started you should imput your account details in the appropriate boxes. It's all very safe and just simply means the site can 'fetch' the photos from your Instagram account. If you don't have an Instagram account but would like to feature the widget you can enter a hashtag. Tags like #bbloggers, #makeup or #ootd are good tags for displaying images related to style blogs.
Once the photos have been fetched, you can play around with the various customization available. Personally I use a 2x3 grid with a 'fade in' hover to add a bit of flair to it. If you have a travel blog the map widget would be perfect to show images from your travels. The four widget types can be altered to fit in to any space on the blog, whether that be a sidebar, below heading or footer.
You can refer to the images if you get lost at all. It's very simple and should cause no problems at all!